One way of approaching this question is to consider what Okonkwo might represent or symbolise. Throughout his life he takes upon himself the role of the preserver of the tribal heritage and culture. Part of his zealous acceptance of the role that he has taken upon himself comes from the somewhat ambiguous position his father occupied, which makes Okonkwo determined to embrace masculine behaviour and values and forces him to view any concession on these and tribal standards as a failure. Therefore, we can read Okonkwo's suicide as a crushing indictment on the impact on traditional indigenous values by colonialism and a commentary on what happens in such a clash of culture. Okonkwo has seen his world as he knew it completely annihilated. Although he has tried to resist what is happening he recognises the sheer futility of any efforts to oppose the cultural annexation that is occurring. His choice to commit suicide serves to prevent the representatives of the colonial order gain their victim, saves him imprisonment and probably torture, but interestingly also represents a betrayal of his tribal values through the shocking symbol of independence that committing suicide is. Thus perhaps his suicide is more of a complex symbol than merely representing the victory of white supremacy over his culture - perhaps it can also be said to represent the complete fragmentation or even disintegration of his tribal values.
Interestingly, the character who is left to interpret Okonkwo's death is Obierika, who comments "ferociously" to the District Commissioner:
"That man was one of the greatest men in Umuofia. You drove him to kill himself; and now he will be buried like a dog..."
Perhaps this can be seen as the true symbolism in Okonkwo's death: what was most prized in his culture is treated like a rotting corpse through the colonial invasion that occurs in the novel.
For me, I think Okonkwo's death shows just what Okonkwo thought of the white men. Because he did not want to be under the rule of them, he rather die instead of being control by them. In the book we learn that suicide is a bad deed and should not be forgiven. This even shows more about what Okonkwo feels when he chose to commit suicide.